Sums and Gaussian Vectors

AvVadim Yurinsky

Häftad, Engelska, 1995

Del 1617 i serien Lecture Notes in Mathematics

500 kr

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542 kr

Beskrivning

Surveys the methods currently applied to study sums of infinite-dimensional independent random vectors in situations where their distributions resemble Gaussian laws. Covers probabilities of large deviations, Chebyshev-type inequalities for seminorms of sums, a method of constructing Edgeworth-type expansions, estimates of characteristic functions for random vectors obtained by smooth mappings of infinite-dimensional sums to Euclidean spaces. A self-contained exposition of the modern research apparatus around CLT, the book is accessible to new graduate students, and can be a useful reference for researchers and teachers of the subject.

Produktinformation

Utgivningsdatum:1995-11-17
Mått:155 x 235 x 18 mm
Vikt:493 g
Format:Häftad
Språk:Engelska
Serie:Lecture Notes in Mathematics
Antal sidor:312
Upplaga:1995
Förlag:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:9783540603115

Utforska kategorier

Beräkning och matematisk analys inom Naturvetenskap och teknik

Innehållsförteckning

Gaussian measures in euclidean space.- Seminorms of Gaussian vectors in infinite dimensions.- Inequalities for seminorms: Sums of independent random vectors.- Rough asymptotics of large deviations.- Gaussian and related approximations for distributions of sums.- Fine asymptotics of moderate deviations.

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